I find that I have this major disconnect, at least seemingly, with many gamers' opinions on the horror genre. Truth be told, I don't find enemies scary at all. I don't find fighting them to be scary. I don't even really find running around or away from them to be scary, because it's usually easy. So in a sense, I agree with you that you rarely actually feel like you're in danger while playing horror games. You can usually either avoid enemies or pump them full of rounds.
And that's also where my disagreement settles in. I'm not frightened by enemies. I'm frightened by atmosphere that is so well done that it feels like you're being strangled. This is what Silent Hill 2, as per your example, does. It isn't trying to put you in life or death situations or scare you with enemies. It's trying to pick at your mind with amazing atmosphere, music, and storytelling. It's about being unnerved by more than just creatures or gameplay scenarios.
It isn't a weird mix for that very reason. If you're saying that horror games should present their horror aspects through enemy or fatal encounters, I don't really agree with that at all. I think horror is at its most effective when you feel drowned by the atmosphere to the point where you don't want to keep playing, and being in danger usually just means fighting something or avoiding some death trap, which I don't find to be scary in the least. To each his own though, absolutely, as these things are super subjective.